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If you use the Eclipse IDE, you can use the Google Plugin for Eclipse to install Google Web Toolkit. After restarting Eclipse you can create a new GWT application.
Note for Mac users: GWT's hosted mode uses 32-bit SWT bindings, and requires a 32-bit JVM. To use GWT hosted mode on OS X 10.5 (Leopard) you need to use Java 5, as Java 6 on Leopard uses a 64-bit JVM. OS X 10.6 (Snow Leopard) includes 32-bit and 64-bit versions of Java 6. To force the 32-bit version to be used, include the -d32 flag on the command line when invoking the Java runtime. You can read more about the 32-bit requirement on this FAQ.
gwt-windows-1.7.1.zip (or use a program like WinZip). On Mac or Linux, you can unpack the package with a command like tar zxvf gwt-mac-1.7.1.tar.gz
GWT doesn't have an installer application. All the files you need to run and use GWT are located in the extracted directory. The main application you'll need to use GWT is webAppCreator, which is described below. It may be easiest to start out by building one of the sample applications shipped with GWT.
All the sample applications are in the samples/ directory in your GWT package. Each sample has an Ant build script build.xml you can run to start it in hosted mode or compile it into JavaScript and HTML to run it web mode.
To run the Mail sample in hosted
mode, navigate to the samples/Mail/ directory and execute:
ant hosted
This executes the "hosted" Ant target in samples/Mail/build.xml, which opens the GWT browser with the Mail application running inside:

Since you're running in hosted mode, the application is running in the Java Virtual Machine (JVM). This is typically the mode you'll use to debug your applications.
To run the application in web mode, compile the application by executing
ant build
The "build" Ant target invokes the GWT compiler which generates a number of JavaScript and HTML files from the Mail Java source code in the samples/Mail/war/ subdirectory. To see the application, open the file samples/Mail/war/Mail.html in your favorite web browser.

Since you've compiled the project, you're now running pure JavaScript and HTML that should work in IE, Firefox, Safari, or Opera. If you were to deploy the Mail example project in production, you would distribute the files in your samples/Mail/war/ directory to your web servers.
The source code for Mail is in the samples/Mail/src/ subdirectory. Try closing your browser windows, and open the file
samples/Mail/src/com/google/gwt/sample/mail/client/Shortcuts.java in a text editor. Line 54 of the file is the line that
constructs the "Mail" tab.
add(images, new Mailboxes(images), images.mailgroup(), "Mail");
Change the final argument from "Mail" to "My Mail":
add(images, new Mailboxes(images), images.mailgroup(), "My Mail");
Now, save the file and simply click "Refresh" in the hosted mode application to see your recent change (if you previously closed
hosted mode, go ahead and re-run ant hosted). The first tab should now say "My Mail" instead of "Mail":

GWT ships with a command line utility called webAppCreator that automatically generates all the files you'll need in order to start a GWT project. It also generates Eclipse project files and launch config files for easy hosted mode debugging, as described below.
You can create a new application called MyApplication with the command:
webAppCreator -out MyApplication com.mycompany.MyApplication
The webAppCreator script will generate a number of files in MyApplication/, including some basic "Hello, world" functionality in the class MyApplication/src/com/mycompany/client/MyApplication.java. The script also generates an Ant build script MyApplication/build.xml, just like the sample application above.
To run your newly created application in hosted mode, change to the MyApplication/ directory and execute:
ant hosted

Try editing the files MyApplication/src/com/mycompany/client/MyApplication.java and MyApplication/war/MyApplication.html to see how it changes your application.
The Google Plugin for Eclipse contains a wizard for creating GWT applications. After installing the plugin and restarting Eclipse, here are steps for creating a starter application.
.Use Google Web Toolkit is checked and that Use default SDK (GWT) is selected.Use Google App Engine is checked and that Use default SDK (App Engine) is selected.Configure SDKs... to specify the directory where GWT (and the App Engine SDK) was unzipped.Finish button.If you do not want to use the Google Plugin for Eclipse, you can import a project created with webAppCreator as described above. To open your project in Eclipse,
File menu, select the Import... menu option.Next button.webAppCreator. Click the Finish button.You should see your GWT project loaded into your Eclipse workspace:

Just click the green "Run" button at the top of the window to start your project in hosted mode.